Suppose that sixteen stocks have been identfied whose rates of return satsify ri= ta+ f +i, where a > 0. Eight of the stocks use the + sign and the other use the sign. The factor f is common to all sixteen stocks. The factor f has mean equal to 1, and its standard deviation is 15%. Each represents firm specific error, in the sense that each has zero mean, zero covariance with f, and zero covariance with other stocks. Each e has a standard deviation of 24%. Now assume that a portfolio consists of all these stocks, with equal weight given to each one of them. What is the expected rate of return and the corresponding standard deviation of that rate? Suppose that sixteen stocks have been identfied whose rates of return satsify ri= ta+ f +i, where a > 0. Eight of the stocks use the + sign and the other use the sign. The factor f is common to all sixteen stocks. The factor f has mean equal to 1, and its standard deviation is 15%. Each represents firm specific error, in the sense that each has zero mean, zero covariance with f, and zero covariance with other stocks. Each e has a standard deviation of 24%. Now assume that a portfolio consists of all these stocks, with equal weight given to each one of them. What is the expected rate of return and the corresponding standard deviation of that rate